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Optimal management of DC pension plan in stochastic interest rate and stochastic volatility framework
Guan, Guohui; Liang, Zongxia - In: Insurance / Mathematics & economics 57 (2014), pp. 58-66
Persistent link: https://www.econbiz.de/10010402734
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Mean-variance efficiency of DC pension plan under stochastic interest rate and mean-reverting returns
Guan, Guohui; Liang, Zongxia - In: Insurance / Mathematics & economics 61 (2015), pp. 99-109
Persistent link: https://www.econbiz.de/10010515914
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A stochastic Nash equilibrium portfolio game between two DC pension funds
Guan, Guohui; Liang, Zongxia - In: Insurance / Mathematics & economics 70 (2016), pp. 237-244
Persistent link: https://www.econbiz.de/10011597279
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Optimal management of DC pension plan under loss aversion and Value-at-Risk constraints
Guan, Guohui; Liang, Zongxia - In: Insurance / Mathematics & economics 69 (2016), pp. 224-237
Persistent link: https://www.econbiz.de/10011533911
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Robust equilibrium strategies in a defined benefit pension plan game
Guan, Guohui; Hu, Jiaqi; Liang, Zongxia - In: Insurance / Mathematics & economics 106 (2022), pp. 193-217
Persistent link: https://www.econbiz.de/10013380514
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Optimal management of DC pension fund under the relative performance ratio and VaR constraint
Guan, Guohui; Liang, Zongxia; Xia, Yi - In: European journal of operational research : EJOR 305 (2023) 2, pp. 868-886
Persistent link: https://www.econbiz.de/10013479338
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Optimal management of DB pension fund under both underfunded and overfunded cases
Guan, Guohui; Liang, Zongxia; Xia, Yi - In: Scandinavian actuarial journal 2024 (2024) 6, pp. 583-624
Persistent link: https://www.econbiz.de/10015052471
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Optimal investment strategy for the DC plan with the return of premiums clauses in a mean-variance framework
He, Lin; Liang, Zongxia - In: Insurance / Mathematics & economics 53 (2013) 3, pp. 643-649
Persistent link: https://www.econbiz.de/10010227913
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Optimal assets allocation and benefit outgo policies of DC pension plan with compulsory conversion claims
He, Lin; Liang, Zongxia - In: Insurance / Mathematics & economics 61 (2015), pp. 227-234
Persistent link: https://www.econbiz.de/10010515880
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Optimal dynamic asset allocation strategy for ELA scheme of DC pension plan during the distribution phase
He, Lin; Liang, Zongxia - In: Insurance / Mathematics & economics 52 (2013) 2, pp. 404-410
Persistent link: https://www.econbiz.de/10009736093